Why so dark?
Finish the tutorial

Its snowing...
Enter the Overworld for the first time

It seems like only yesterday
Finish the House level

Welcome to the real world

Finish the school level

A light in the end

Finish the apartment level

I don't get it

Finish the game

You have... 6 ... new messages

Listen to all the cassette tapes (unlocks when you finish the level)
Locations:
House level

• beside the cassette tape
  
• on a shelf in the brother's room

School level

• second floor locker (opened from the key where the casette player is)
  
• There's a little puzzle to go with this one; there will be a book called "Key in the Hole" (or something similar) in the room the girl prompts you to. Take this book, go to the library, and put it in the last bookshelf (there will be a sillhoutte and will light up when going over it). A space will open up, and there it is!

Apartment level

• on the shelf
  
• in the locked cabinet in the room

Forever young

In the house level, you will have 6 soilders to find and put in their respective bases
Locations:

• 3 in the attic (bedroom)
  
• On top of the fridge
  
• In the drawer on the second floor (closest to balcony door)
  
• On top of the fireplace in the living room

I can't leave this here

In the house level, when you go to the backyard you will see clothes hanging. Simply put those clothes in the laundry basket beside it. Don't forget the small sock!

Postermania

In the school level, there is an unfinished poster in the room the girl prompts you to. There are various stickers around the school
Locations:

• Outside in front of the window
  
• behind the plant by the arcade room
  
• on the chair in room B
  
• in the unlocked locker (second floor, closest to the wall)
  
• on the roof (to the right)

This is not the solution

This is more of a finding than collecting but I'll put it here anyway =)
In each level there will be a bottle of pills in the bathrooms (girls bathroom in the school level). You'll simply have to click on it so the protagonist comments on them to get the achievement.

Starting over

Collect all the broken objects and put it in the garbage bag (apartment level)
Locations:

• broken controller
  
• broken record player
  
• broken stereo
  
• old stereo

Don't touch me!

Don't get caught by the monster in the house level

I'm getting the hang of this

Don't get hit in the Overworld

Yes I can be here

In the school level, there are various hallpasses scattered around, pick one up and let yourself get caught by the hall moniter.

The harder the better

Complete level 3 of generic knights (Playing the game is part of the story)

Let me do my thing

Complete 1000 knights

Life is Beautiful

Not much is known, but its suggested you have to do these achievements/tasks:

Originally posted by Cavalcadence:

- Started a New Game ("New Game" option, instead of loading a Chapter).
- Completed most of the optional tasks:
... "The harder, the better" (Generic Knight)
... "Forever young" (toys)
... "I can’t leave this here" (laundry)
... "Let me do my thing" (1000 Knights)
... "Postermania!" (stickers)
... "Starting over" (trash)
... "This is not the solution" (medicine)
... "You have... 6... new messages" (tapes)
- Did not get caught by the ghost (House) or Keykeeper (School).
- Did not die in the normal world (cat, lawnmower, falling, etc).
- Did not die in the Otherworld (though I did get damaged by enemies a little).
- Dying in the video games (Generic Knight, 1000 Knights, and the platforming game at the end (with the joystick visible on-screen)) is okay, since that happened a lot during my playthrough, and I still got the "Life is beautiful" achievement.
- The achievement unlocked after finishing the game.

Its also been said you don't have to do all the tasks/achievements and you can die and still get it.